On the condition number distribution of complex wishart matrices
نویسندگان
چکیده
منابع مشابه
On moments of complex Wishart and complex inverse Wishart distributed matrices
This paper addresses the calculation of moments of complex Wishart and complex inverse Wishart distributed random matrices. Complex Wishart and complex inverse Wishart distributed random matrices are used in applications like radar, sonar, or seismics in order to model the statistical properties of complex sample covariance matrices and complex inverse sample covariance matrices, respectively. ...
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Let G(m×n) (m ≥ n) be a complex random matrix and W = G(m×n)(H)G(m×n) which is the complex Wishart matrix. Let λ1 > λ2 > …>λn > 0 and σ1 > σ2 > …>σn > 0 denote the eigenvalues of the W and singular values of G(m×n), respectively. The 2-norm condition number of G(m×n) is k2(G(m×n)) = √(λ1/λn) =σ1/σn. In this paper, the exact distribution of the condition number of the complex Wishart matrices i...
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ژورنال
عنوان ژورنال: IEEE Transactions on Communications
سال: 2010
ISSN: 0090-6778
DOI: 10.1109/tcomm.2010.06.090328